GLDB vs. RISR

Last updated Jun 4, 2026

GLDB (Strategy Shares Gold-Hedged Bond ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both Nontraditional Bonds funds. GLDB is passively managed, while RISR is actively managed. At a correlation of -0.21, they often move in opposite directions. GLDB charges 0.79%/yr vs 1.13%/yr for RISR.

Performance

GLDB vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Gold-Hedged Bond ETF (GLDB) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLDB achieves a -7.90% return, which is significantly lower than RISR's 2.78% return.

GLDB

• 1D: -2.17%
• 1M: -7.55%
• YTD: -7.90%
• 6M: -6.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RISR

• 1D: 0.14%
• 1M: -0.44%
• YTD: 2.78%
• 6M: 3.60%
• 1Y: 4.20%
• 3Y*: 10.78%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDB vs. RISR - Yearly Performance Comparison

	2026 (YTD)	2025
GLDB Strategy Shares Gold-Hedged Bond ETF	-7.90%	-3.51%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	2.78%	1.90%

Correlation

The correlation between GLDB and RISR is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025	-0.21

Return for Risk

GLDB vs. RISR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RISR

RISR Risk / Return Rank: 25
RISR Sharpe Ratio Rank: 22
RISR Sortino Ratio Rank: 21
RISR Omega Ratio Rank: 21
RISR Calmar Ratio Rank: 33
RISR Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLDB vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GLDB) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GLDB	RISR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	1.24	-1.69

Drawdowns

GLDB vs. RISR - Drawdown Comparison

The maximum GLDB drawdown since its inception was -27.36%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for GLDB and RISR.

Drawdown Indicators

	GLDB	RISR	Difference
Max Drawdown Largest peak-to-trough decline	-27.36%	-14.31%	-13.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.07%	—
Current Drawdown Current decline from peak	-26.71%	-0.71%	-26.00%
Average Drawdown Average peak-to-trough decline	-13.44%	-2.19%	-11.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.11%	—

Volatility

Volatility by Period

	GLDB	RISR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	39.96%	5.44%	+34.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.96%	11.85%	+28.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.96%	11.85%	+28.11%

GLDB vs. RISR - Expense Ratio Comparison

GLDB has a 0.79% expense ratio, which is lower than RISR's 1.13% expense ratio.

Dividends

GLDB vs. RISR - Dividend Comparison

GLDB's dividend yield for the trailing twelve months is around 0.21%, less than RISR's 5.93% yield.

Position	TTM	2025	2024	2023	2022	2021
GLDB Strategy Shares Gold-Hedged Bond ETF	0.21%	0.19%	0.00%	0.00%	0.00%	0.00%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	5.93%	5.95%	5.67%	7.96%	4.26%	0.30%

Frequently Asked Questions

Can I hold both GLDB and RISR in my portfolio?

GLDB and RISR have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GLDB or RISR?

On fees, GLDB is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GLDB or RISR?

GLDB is cheaper with a 0.79% expense ratio, compared with 1.13% for RISR.

Which ETF pays a higher dividend yield, GLDB or RISR?

RISR has the higher dividend yield at 5.93%, compared with 0.21% for GLDB.

What is the main difference between GLDB and RISR?

They also come from different issuers: Strategy Shares and FolioBeyond. Their fees differ too: 0.79% for GLDB and 1.13% for RISR.